Retrieve Market Correlations
Returns the correlations between a list of tickers. Date must be the current or a past date. If no date is given, returns data for the current/last market day.
get/api/market/correlations
Query parameters
intervalstring
Example:2M
The timeframe of the data to return. Allowed formats:
- YTD
- 1D, 2D, etc.
- 1W, 2W, etc.
- 1M, 2M, etc.
- 1Y, 2Y, etc.
tickersstring required
Example:AAPL,INTC
A comma-separated list of tickers. To exclude certain tickers, prefix the first ticker with a -.
Response
Successful response with a list of correlations.
Example response
{
"data": [
{
"correlation": 0.27936797861890483,
"fst": "AAPL",
"max_date": "2024-07-11",
"min_date": "2023-07-11",
"rows": 253,
"snd": "SPY"
}
]
}